朱美麗、曹添旺 (1987). “產出水準、股票市場與匯率動態調整,” 經濟論文，15：2，45-59.
李榮謙 (1997). 國際貨幣與金融，智勝文化。
邱正雄、蔡惠美 (1994). “台灣金融國際化與貨幣控制,”『台灣經濟發展論文集』,「物價與金融」部份，梁國樹編。時報出版公司。
胡春田 (1991). “匯率目標區與股價政策,” 經濟論文，19：1，53-68.許振明 (1996). 我國當前金融問題與對策，自版。
許振明 (1996). “我國十年來的貨幣政策,” 梁國樹教授紀念學術研討會。
許振明 (1997). “資本帳開放、匯率與利率自由化、及股價,” 國科會計畫。
許振明 (1997). 總體經濟分析，第二版，茂昌圖書有限公司。
梁國樹 (1995). “開放體系下的若干金融問題,” 開放總體經濟論文集，許嘉棟、吳中書主編。中央研究院經濟研究所。曹添旺、朱美麗 (1990). “貨幣政策、匯率與股價的動態調整－理論分析與模擬驗證,” 經濟論文叢刊，18：4，449-466.Agénor, Pierre-Richard & P. J. Montiel (1999). Development Macroeconomics, 2nd ed. Princeton University Press.
Apte, P., P. Sercu & R. Uppal (1996). “The Equilibrium Approach to Exchange Rate：Theory and Tests,” NBER Working Paper, W5748.
Argy, V. (1994). International Macroeconomics：Theory and Policy, Routledge.
Banerjee, A., J. Dolado, J. W. Galbraith & D. F. Hendry (1993). Co-Integration, Error-Correction, and The Econometric Analysis of Non-stationary Data, Oxford University Press
Bayoumi, T. (1993). “Financial Deregulation and Household Saving,” Economic Journal, 103, 1432-43.
Bernanke, B. (1986). “Alternative Explanations of Money-Income Correlation,” Carnegie-Rochester Conference on Public Policy, 25, 49-100.
Blanchard, O. J. (1981). “Output, the Stock Market and Interest Rate,” American Economic Review, 71, 132-143.
Blanchard, O. J. & S. Fischer (1989). Lectures on Macroeconomics, MIT Press.
Blanchard, O. J. & D. Quah (1989). “The Dynamic Effects of Aggregate Demand and Supply Disturbances,” American Economic Review, 79, 655-673.
Blanchard, O. J. & M. Watson (1986). “Are Business Cycles All Alike？” in R. Gordon, ed., The American Business Cycle：Continuity and Change, University of Chicago Press.
Campbell, J. Y. & P. Perron (1991). “Pitfalls and Opportunities：What Macroeconomists Should Know About Unit Roots,” NBER Macroeconomics Annual, MIT Press.
Chiu, C. H. (1992). “Monetary and Financial Markets: The Domestic Perspective,” in G. Ranis, ed., Taiwan: From Developing to Mature Economy, ch.3, 121-193.
Chinn, M. D. & M. P. Dooley (1997). “Financial Repression and Capital Mobility：Why Capital Flows and Covered Interest Rate Differentials Fail to Measure Capital Market Integration,” NBER Working Paper, W5347.
Chinn, M. D. & W. F. Maloney (1996). “Financial and Capital Account Liberalization in the Pacific Basin：Korea and Taiwan during the 1980s,” NBER Working Paper, W5814.
Cheung, Y. W. & K. S. Lai (1993). “Finite-Sample Sizes of Johansen’s Likelihood Ratio Tests for Cointegration,” Oxford Bulletin of Economics and Statistics, 55, 313-328.
Christiano, Eichenbaum & Evans (1998)
Clarke, R. (1996). “Equilibrium Interest Rates and Financial Liberalization in Developing Countries,” The Journal of Development Studies, 32, 3, 391-413.
Cooley, T. (1995). Frontier of Business Cycle Research, Princeton University Press.
Cooley, T. & S. Leroy (1985). “Atheoretical Macroeconomics：A Critique,” Journal of Monetary Economics, 16, 283-308.
Cushman, D. O. & T. Zha (1997). “Identifying Monetary Policy in a Small open economy under Flexible Exchange Rates,” Journal of Monetary Economics, 39, 433-448.
Dickey, D. A. & W. A. Fuller (1979). “Distribution of the Estimator for Autoregressive Time Series with a Unit Root,” Journal of the American Statistical Association, 74, 427-431.
Dickey, D. A. & W. A. Fuller (1981). “Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root,” Econometrica, 49, 1057-1072.
Doan, Thomas (1992). RATS User''s Manual. Estima.
Doan, T., R. Litterman, & C. Sims (1984). “Forecasting and Conditional Projections Using Realist Prior Distributions,” Econometric Reviews, 3, 1-100.
Dooley, M. P. & D. J. Mathieson (1994). “Exchange Rate Policy, International Capital Mobility, and Monetary Policy Instruments,” in R. Glick & M. M. Hutchison, eds., Exchange Rate Policy and Interdependence, Cambridge University Press.
Dooley, M. P., D. J. Mathieson & L. Rojas-Suarez (1997). “Capital Mobility and Exchange Market Intervention in Developing Countries,” NBER Working Paper, W6247.
Edwards, S. (1984). “The Order of Liberalization of the External Sector in Developing Countries,” Princeton Essay in International Finance, no. 156.
Edwards, S. & M. S. Khan (1985). “Interest Rate Determination in Developing Countries: A Conceptual Frame-work,” IMF Staff Papers, 32, 3, 377-403.
Eichenbaum, M. & K. Singleton (1986). “Do Equilibrium Real Business Cycle Theories Explain Post War Business Cycles？” NBER Macroeconomics Annual, MIT Press.
Enders, W. (1995). Applied Econometric Time Series, John Wiley & Sons, Inc.
Enders, W. (1996). RATS Handbook for Applied Econometric Time Series, John Wiley & Sons, Inc.
Engle, R. F. & C. W. J. Granger (1987). “Cointegration and Error- Correction: Representation, Estimation, and Testing,” Econometrica, 55, 2, 251-76.
Estrella, A. & J. C. Fuhrer (1998). “Dynamic Inconsistencies：Counterfactual Implications of a Class of Rational Expectations Models,” Federal Reserve Banks of Boston Working Paper, 98-5.
Feldstein, M. (1983). “Domestic Saving and International Capital Movements in the Long Run and the Short Run,” European Economic Review, 21, 129-51.
Feldstein, M. & C. Horioka (1980). “Domestic Saving and International Capital Flows,” Economic Journal, 90, 314-329.
Fischer, S. & R. C. Merton (1984). “Macroeconomics and Finance：The Role of Stock Market,” in K. Brunner & A. H. Meltzer, eds., Essays on Macroeconomic Implications of Financial and Labor Markets and Political Process, vol. 21, North-Holland.
Frankel, J. A. (1991). “Quantifying International Capital Mobility in the 1980s,” in B. D. Bernheim & J. B. Shoven, eds., National Saving and Economic Performance, The University of Chicago Press. also in On Exchange Rates, 1993, The MIT Press.
Frankel, J. A. (1992). “Measuring International Capital Mobility：A Review,” American Economic Review, 82, 2, AEA Papers and Proceedings, 197-202.
Froot, K. A. & K. Rogoff (1995). “Perspectives on PPP and Long-Run Real Exchange Rate,” Handbook of International Economics, Vol. III. ch. 32.
Fry, M. J. (1995). Money, Interest, and Banking in Economic Development, Second Edition, The Johns Hopkins University Press.
Gali, J. (1992). “How Well Does the IS-LM Model Fit Postwar U.S. Data,” Quarterly Journal of Economics, 107, 709-738.
Garratt, A., K. Lee, M. H. Pesaran & Y. Shin (1998). “A Structural Cointegrating VAR Approach to Macroeconometric Modelling,” available on http：//www.econ.cam.ac. uk./faculty/pesaran.
Garratt, A., K. Lee, M. H. Pesaran & Y. Shin (1999). “A Long-Run Structural Macroeconomic Model of the UK,” available on http：//www.econ.cam.ac.uk./faculty/ pesaran.
Gartner, M. (1993). Macroeconomics under Flexible Exchange Rates. Harvester Wheatsheaf.
Gavin, M. (1989). “The Stock Market and Exchange Rate Dynamics,” Journal of International Money and Finance, 8, 181-200.
Goldfeld, S. M. (1976). “The Case of the Missing Money,” Brookings Papers on Economic Activity, 3, 683-730.
Goldfeld, S. M. & D. E. Sichel (1990). “The Demand for Money,” in B. M. Friedman & F. Hahn, eds., Handbook of Monetary Economics, vol.1, 299-356. North-Holland.
Hamilton, J. D. (1994). Time Series Analysis, Princeton University Press.
Haque, U. N. & P. J. Montiel (1990). “How Mobile is Capital in Developing Countries,” Economic Letters, 33, 359-362.
Haque, U. N., K. Lahiri & P. J. Montiel (1990). “A Macroeconometric Model for Developing Countries,” IMF Staff Papers, 37, 3, 537-559.
Haque, U. N., K. Lahiri & P. J. Montiel (1991). “Capital Mobility in Developing Countries: Some Empirical Tests,” World Development, 19, 10, 1391-1398.
Harvey, A. C. (1990). Forecasting, Structural Time Series Models and the Kalman Filter, Cambridge University Press.
Harvey, A. C. (1993). Time Series Models, second edition, Harvester Wheatsheaf.
Hoover, K. D. (1995). Macroeconometrics：Developments, Tensions, and Prospects, Kluwer Academic Publishers.
Hsiao, C. (1997). “Cointegration and Dynamic Simultaneous Equation Model,” Econometrica, 65, 647-670.
Isard, P. (1995). Exchange Rate Economics. Cambridge University Press.
Johansen, S. (1988). “Statistical Analysis of Cointegration Vectors,” Journal of Economic Dynamics and Control, 12, 231-54.
Johansen, S. (1991). “Estimation and Hypothesis Testing of Cointegration Vector Regression Models,” Econometrica, 59, 1551-80.
Johansen, S. (1992). “Determination of Cointegration Rank in the Presence of A Linear Trend,” Oxford Bulletin of Economics and Statistics, 54, 383-397.
Johansen, S. (1994). “The Role of the Constant and Linear Terms in Cointegration Analysis of Nonstationary Variables,” Econometric Reviews, 13, 205-229.
Johansen, S. (1995). Likelihood-Based Inference in Cointegrated Vector Autoregressive Models, Oxford University Press.
Johansen, S. & K. Juselius (1990). “Maximum Likelihood Estimation and Inference on Cointegration with Applications to the Demand for Money,” Oxford Bulletin of Economics and Statistics, 52, 169-210.
Johansen, S. & K. Juselius (1992). “Testing Structural Hypothesis in a Multivariate Cointegration Analysis of the PPP and the UIP for UK,” Journal of Econometrics, 53, 211-244.
Johansen, S. & K. Juselius (1994). “Identification of the Long-Run and the Short-Run Structure：An Application to the IS-LM Model,” Journal of Econometrics, 63, 7-36.
Juselius, K. (1995). “Do Purchasing Power Parity and Uncovered Interest Rate Parity Hold in the Long Run？An Example of Likelihood Inference in a Multivariate Time-Series Model,” Journal of Econometrics, 69, 211-240.
Jwa, S. H. (1994). “Capital Mobility in Korea since the Early 1980s：Comparison with Japan and Taiwan,” in T. Ito & A. Krueger eds., Macroeconomic Linkage：Savings, Exchange Rates, and Capital Flows, The University of Chicago Press.
Kamin, S. B. & P. R. Wood (1998). “Capital Inflows, Financial Intermediation, and Aggregate Demand：Empirical Evidence from Mexico and other Pacific Basin Countries,” in R. Glick ed., Managing capital Flows and Exchange Rates：Perspectives from the Pacific Basin, Cambridge University Press.
Khan, M. S. & N. U. Haque (1987). “Capital Flight from Developing Countries,” Finance and Development, 2-5.
Kim, K. & A. R. Pagan (1995). “The Econometric Analysis of Calibrated Macroeconomic Models,” ch.7 in M. H. Pesaran & M. Wickens, eds., Handbook of Applied Econometrics：Macroeconomics, Basil Blackwell.
King, R., C. Plosser, J. Stock & M. Watson (1991). “Stochastic Trends and Economic Fluctuations,” American Economic Review, 81, 819-40.
Koop, Gary, M. Hashem Pesaran & Simon M. Potter (1996). “Impulse Response Analysis in Nonlinear Multivariate Models,” Journal of Econometrics, 74, 119-147.
Kremers, J. J.M., N. L. Ericsson & J. J. Dolado (1992). “The Power of Cointegration Tests,” Oxford Bulletin of Economics and Statistics, 54, 325-348.
Kydland, F. E. & E. C. Prescott (1982). “Time to Build and Aggregate Fluctuations,” Econometrica, 50, 1345-1370.
Litterman, R. (1986). “Forecasting with Bayesian Vector Autoregressions－Five Years of Experience,” Journal of Business and Economic Statistics, 4, 25-38.
Liu, C. Y. (1992a). “Monetary and Financial Markets: The International Perspective,” in G, Ranis, ed., Taiwan: From Developing to Mature Economy, ch.4, 195-221.
Liu, C. Y. (1992b). “Liberalization and Globalization of the Financial Market,” in Wang, N.T. ed., Taiwan’s Enterprises in Global Perspective, M. E. Sharpe.
Long, J. B. & C. I. Plosser (1983). “Real Business Cycles,” Journal of Political Economy, 91, 39-69.
Lucas, R. E. (1976). “Econometric Policy Evaluation：A Critique,” Carnegie-Rochester Conference on Public Policy, 1, 19-46.
Lutkepohl, H. (1993). Introduction to Multivariate Time Series Analysis, Second Edition, Springer-Verlag.
Mathieson & Rojas-Suarez (1993). “Liberalization of the Capital Account：Experiences and Issues,” Occasional Paper, no. 103, International Monetary Fund.
McCallum, B. T. (1994). “A Reconsideration of the Uncovered Interest Parity Relationship,” Journal of Monetary Economics, 33, 105-132.
McKinnon, R. I. (1991). The Order of Economic Liberalization: Financial Control in the Transition to a Market Economy, The John Hopkins University Press.
McNelis, P. D. & S. N. Neftci (1982). “Policy-Dependent Parameters in the Presence of Optimal Learning: An Application of Kalman Filtering to the Fair and Sargent Supply-Side Equations,” The Review of Economics and Statistics, 64, 296-306.
Mellander, E., A. Vredin, & A. Warne (1992). “Stochastic Trends and Economic Fluctuations in a Small Open Economy,” Journal of Applied Econometrics, 7, 369-394.
McCallum, B. T. & E. Nelson (1997). “An Optimizing IS－LM Specification for Monetary Policy and Business Cycle Analysis,” NBER Working Paper, W5875.
Milesi-Ferretti, G. M. & A. Razin (1996). “Current-Account Sustainability,” Princeton Studies in International Finance, N0.81.
Montiel, P. J. (1989). “Empirical Analysis of High-Inflation Episodes in Argentina, Brzil and Israel,” IMF Staff Papers, 36, 527-49.
Montiel, P. J. (1994). “Capital Mobility in Developing Countries：Some Measurement Issues and Empirical Estimates,” World Bank Economic Review, 8, 3, 311-350.
Montiel, P. J., Pierre-Richard Agénor & N. U. Haque (1993). Informal Financial Markets in Developing Countries: A Macroeconomic Analysis, Blackwell.
Moreno, R. (1994). “Exchange Rate Policy and Insulation from External Shocks：the cases of Korea and Taiwan, 1970-1990,” in R. Glick & M. M. Hutchison, eds., Exchange Rate Policy and Interdependence, Cambridge University Press.
Moreno, R. (1996). “Intervention, Sterilization, and Monetary Control in Korea and Taiwan,” FRBSF Economic Review, 3, 23-33.
Nelson, C. R. & G. J. Plosser (1982). “Trends and Random Walks in Macroeconomic Time Series,” Journal of Monetary Economics, 10, 139-62.
Niehans, J. (1984). International Monetary Economics, The John Hopkins University Press.
Niehans, J. (1987). “Monetary Policy and Investment Dynamics in Interdependent Economics,” Journal of Money, Credit, and Banking, 19, 33-45.
Obstfeld, M. (1986). “Capital Mobility in the World Economy: Theory and Measurement,” Carnegie-Rochester Conference Series on Public Policy, 24, 55-104.
Obstfeld, M. & K. Rogoff (1995). “Exchange Rate Dynamics Redux”, Journal of Political Economy, 103, 624-660.
Obstfeld, M. & K. Rogoff (1996). Foundations of International Economics, The MIT Press.
Pesaran, M. H. (1997). “The Role of Economic Theory in Modelling the Long Run,” Economic Journal, 107, 178-191.
Pesaran, M. H. & B. Pesaran (1997). Working with Microfit 4.0：Interactive Econometric Analysis, Oxford University Press.
Pesaran, M. H., Y. Shin (1996). “Cointegration and Speed of Convergence to Equilibrium,” Journal of Econometrics, 71, 117-143.
Pesaran, M. H., Y. Shin (1997). “Long-Run Structural Modelling,” available on http：//www.econ.cam.ac.uk./faculty/pesaran.
Pesaran, M. H., Y. Shin (1998). “Generalized Impulse Response Analysis in Linear Multivariate Models,” Economic Letters, 58, 17-29.
Pesaran, M. H., Y. Shin & R. P. Smith (1999). “Structural Analysis of Vector Error Correction Models with Exogenous I(1) Variables,” available on http：//www.econ.cam.ac.uk./faculty/pesaran.
Pesaran, M. H. & R. P. Smith (1995). “The Role of Theory in Econometrics,” Journal of Econometrics, 67, 61-80.
Pesaran, M. H. & R. P. Smith (1998). “Structural Analysis of Cointegrating VARs,” Journal of Economic Surveys, 5, 471-505.
Phillips, P. C. B. (1991). “Optimal Inference in Cointegrated Systems,” Econometrica, 59, 283-306.
Phillips, P. C. B. & Perron (1988). “Testing For Unit Root in Time Series Regressions,” Biometrika, 75, 335-346.
Reisen, H. & Hélène Yèches (1993). “Time-Varying Estimates on the Openness of The Capital Account in Korea and Taiwan,” Journal of Development Economics, 41, 285-305.
Rogoff, K. (1996). “The Purchasing Power Parity Puzzle,” Journal of Economic Literature, 34, 647-668.
Shapiro, M. D. & M. W. Watson (1989). “Sources of Business Cycle Fluctuations,” NBER Macroeconomics Annual, 111-48.
Shen, C. H. (1996). “The Determination of the Interest Rate in a Small Semiopen Economy: The Probability Switching Regression Models,” in The Second International Conference On Applications of Dynamic Models To Economics, Department of Economics, National Central University, ChungLi, Taiwan.
Sikorski, T. M. (1996). Financial Liberalization in Developing Countries, Edward Elgar.
Sims, C. (1980). “Macroeconomics and Reality,” Econometrica, 48, 1-48.
Sims, C. (1986). “Are Forecasting Models Usable for Policy Analysis,” Quarterly Review (Federal Reserve Bank of Minneapolis), 10, 2-16.
Stock, J. H. & M. W. Watson (1988). “Testing for Common Trends,” Journal of the American Statistical Association, 83, 1097-1107.
Tanner, E.(1998). “Deviations from Uncovered Interest Parity：A Global Guide to Where the Action Is,” IMF Working Paper, WP/98/117.
Tobin, J. (1969). “A General Equilibrium Approach to Monetary Theory,” Journal of Money, Credit, and Banking, 1, 15-29.
Wickens, M. R. (1996). “Integrating Cointegrating Vectors and Common Stochastic Trends,” Journal of Econometrics, 2, 17-54.